Invesco Balanced-Risk Commodity Strategy Fund

as of 06/30/2020

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
Commodity 3X EqWgt BARCAP25 CLN 8.15
GC Gold 100 oz Future 7.08
S Soybean Future 6.98
Commodity 2X EqWgt CIBC CLN 6.97
Aluminum MACQ Dynamic ER Swap 6.10
Copper BAML Optim Idx ER Swap 4.98
XB Gasoline RBOB Future 4.77
Silver MACQ Idx ER Swap 4.60
Brent Oil RBC OY ER Swap 4.44
Copper CIBC Optim ExtdRoll Idx ER S 4.33
CT Cotton No2 Future 4.17
Soymeal GSCI 1-2 month ER Swap 3.18
Soymeal BAML GSCI 1-2 month ER Swap 3.18
Cocoa Roll BARC 3.09
Sugar GS GSCI Mar-Mar ER Swap 3.04
Gold Idx BAML Gold ER Swap 2.89
JPM S&P Gold ER Swap 2.89
Cotton GS Seasonal Swap 2.84
Copper CIBC Optim ExtdRoll Idx ER S 2.83
Heating Oil BARC OY ER Swap 1.99
KC Coffee Future 1.95
Zinc F3 Swap BAML 1.82
Nickel F3 Swap BAML 1.49
C Corn Future 1.38
Nat Gas Seasonal BAML Swap 1.22
W Wheat Future 1.20
Soymeal BARC GSCI 1-2 month ER Swap 0.94
SoyBeans BARC Seasonal ER Swap 0.84
CARG Gold ER Swap 0.84
Soybean Oil MS Opt Roll Swap 0.79
WTI Roll Yield BARC ER Swap 0.24
Silver MACQ Idx ER Swap 0.23
Live Cattle BARC OY ER Swap 0.16
Wheat MS F0 Swap -0.19
Kansas Wheat MS F0 Swap -0.23
Oil Heating MACQ F0 Swap -0.24
Oil Brent MACQ F0 Swap -0.27
Gasoil MACQ F0 Swap -0.28
Unlgas MACQ F0 Swap -0.29
Oil Crude MACQ F0 Swap -0.30
Nickel MACQ F0 Swap -0.51
GasOil JPM Opt Roll Swap -0.52
Aluminum MACQ F0 Swap -0.60
Cocoa BAML F0 ER Swap -0.69
Soymeal MS F0 Swap -0.79
SoybeanOil CIBC Frnt Swap -0.98
Zinc MACQ F0 Swap -1.32
Coffee BAML F0 ER Swap -1.66
Lean Hogs BAML F0 ER Swap -1.74
NatGas CIBC F0 Swap -2.12
Corn MS F0 Swap -2.51